Details about Atilla Cifter

Access statistics for papers by Atilla Cifter.

Last updated 2007-11-07. Update your information in the RePEc Author Service.

Short-id: pci27

Working Papers

2007

1. Estimating the Effects of Interest Rates on Share Prices Using Multi-scale Causality Test in Emerging Markets: Evidence from Turkey
   MPRA Paper, University Library of Munich, Germany
2. Filtered Extreme Value Theory for Value-At-Risk Estimation
   MPRA Paper, University Library of Munich, Germany
3. Modeling Long-Term Memory Effect in Stock Prices: A Comparative Analysis with GPH Test and Daubechies Wavelets
   MPRA Paper, University Library of Munich, Germany
4. Monetary Transmission Mechanism in the New Economy: Evidence from Turkey (1997-2006)
   MPRA Paper, University Library of Munich, Germany
5. Multi-scale Causality between Energy Consumption and GNP in Emerging Markets: Evidence from Turkey
   MPRA Paper, University Library of Munich, Germany
6. Multiscale Systematic Risk: An Application on ISE-30
   MPRA Paper, University Library of Munich, Germany
7. Nonlinear Combination of Financial Forecast with Genetic Algorithm
   MPRA Paper, University Library of Munich, Germany
8. Portfolio Value-at-Risk with Time-Varying Copula: Evidence from the Americas
   MPRA Paper, University Library of Munich, Germany
9. The Effects of International F/X Markets on Domestic Currencies Using Wavelet Networks: Evidence from Emerging Markets
   MPRA Paper, University Library of Munich, Germany
10. The Predictive Performance of Asymmetric Normal Mixture GARCH in Risk Management: Evidence from Turkey
    MPRA Paper, University Library of Munich, Germany

2006

11. The Effect of Scale on Productivity of Turkish Banks in the Post-Crises Period: An Application of Data Envelopment Analysis
    MPRA Paper, University Library of Munich, Germany

Journal Articles

2007

1. Estimating Portfolio Risk with Conditional Joe-Clayton Copula: An Empirical Analysis with Asian Equity Markets
   The Icfai Journal of Financial Economics, 2007, V, (3), 28-41